+18.2%
EWJ vs EQH
+18.6%
-0.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.0% |
| 7D | -1.2% | +2.8% | -4.0% | -1.8% |
| 30D | -5.5% | +3.9% | -9.4% | -6.3% |
| 3M | -0.8% | +16.3% | -17.1% | -4.2% |
| 6M | +7.1% | +37.1% | -30.0% | -0.6% |
| YTD | +16.9% | +20.2% | -3.3% | +9.9% |
| 1Y | +18.2% | +17.9% | +0.3% | +11.3% |
| All | +18.2% | +18.6% | -0.4% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EQH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling